Stochastic and adaptive optimal control of uncertain interconnected systems: a data-driven approach
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Publication:1647808
DOI10.1016/j.sysconle.2018.03.001zbMath1390.93720OpenAlexW2796251577MaRDI QIDQ1647808
Publication date: 27 June 2018
Published in: Systems \& Control Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.sysconle.2018.03.001
stochastic systemvalue iteration\(H^\infty\) controlzero-sum differential gamesmall-gainrobust adaptive dynamic programming (RADP)
Sensitivity (robustness) (93B35) Adaptive control/observation systems (93C40) (H^infty)-control (93B36) Linear systems in control theory (93C05) Dynamic programming (90C39) Stochastic systems in control theory (general) (93E03) Dynamic games (91A25)
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